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### Fixanddive.java

/* Copyright 2016, Gurobi Optimization, Inc. */

/* Implement a simple MIP heuristic.  Relax the model,
sort variables based on fractionality, and fix the 25% of
the fractional variables that are closest to integer variables.
Repeat until either the relaxation is integer feasible or
linearly infeasible. */

import gurobi.*;
import java.util.*;

public class Fixanddive {
public static void main(String[] args) {

// Comparison class used to sort variable list based on relaxation
// fractionality

class FractionalCompare implements Comparator<GRBVar> {
public int compare(GRBVar v1, GRBVar v2) {
try {
double sol1 = Math.abs(v1.get(GRB.DoubleAttr.X));
double sol2 = Math.abs(v2.get(GRB.DoubleAttr.X));
double frac1 = Math.abs(sol1 - Math.floor(sol1 + 0.5));
double frac2 = Math.abs(sol2 - Math.floor(sol2 + 0.5));
if (frac1 < frac2) {
return -1;
} else if (frac1 == frac2) {
return 0;
} else {
return 1;
}
} catch (GRBException e) {
System.out.println("Error code: " + e.getErrorCode() + ". " +
e.getMessage());
}
return 0;
}
}

if (args.length < 1) {
System.out.println("Usage: java Fixanddive filename");
System.exit(1);
}

try {
GRBEnv env = new GRBEnv();
GRBModel model = new GRBModel(env, args[0]);

// Collect integer variables and relax them
ArrayList<GRBVar> intvars = new ArrayList<GRBVar>();
for (GRBVar v : model.getVars()) {
if (v.get(GRB.CharAttr.VType) != GRB.CONTINUOUS) {
v.set(GRB.CharAttr.VType, GRB.CONTINUOUS);
}
}

model.getEnv().set(GRB.IntParam.OutputFlag, 0);
model.optimize();

// Perform multiple iterations. In each iteration, identify the first
// quartile of integer variables that are closest to an integer value
// in the relaxation, fix them to the nearest integer, and repeat.

for (int iter = 0; iter < 1000; ++iter) {

// create a list of fractional variables, sorted in order of
// increasing distance from the relaxation solution to the nearest
// integer value

ArrayList<GRBVar> fractional = new ArrayList<GRBVar>();
for (GRBVar v : intvars) {
double sol = Math.abs(v.get(GRB.DoubleAttr.X));
if (Math.abs(sol - Math.floor(sol + 0.5)) > 1e-5) {
}
}

System.out.println("Iteration " + iter + ", obj " +
model.get(GRB.DoubleAttr.ObjVal) + ", fractional " +
fractional.size());

if (fractional.size() == 0) {
System.out.println("Found feasible solution - objective " +
model.get(GRB.DoubleAttr.ObjVal));
break;
}

// Fix the first quartile to the nearest integer value

Collections.sort(fractional, new FractionalCompare());
int nfix = Math.max(fractional.size() / 4, 1);
for (int i = 0; i < nfix; ++i) {
GRBVar v = fractional.get(i);
double fixval = Math.floor(v.get(GRB.DoubleAttr.X) + 0.5);
v.set(GRB.DoubleAttr.LB, fixval);
v.set(GRB.DoubleAttr.UB, fixval);
System.out.println("  Fix " + v.get(GRB.StringAttr.VarName) +
" to " + fixval + " ( rel " + v.get(GRB.DoubleAttr.X) + " )");
}

model.optimize();

// Check optimization result

if (model.get(GRB.IntAttr.Status) != GRB.Status.OPTIMAL) {
System.out.println("Relaxation is infeasible");
break;
}
}

// Dispose of model and environment
model.dispose();
env.dispose();

} catch (GRBException e) {
System.out.println("Error code: " + e.getErrorCode() + ". " +
e.getMessage());
}
}

}


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